FTB-C000491 / Evidence concept

Bollinger Confidence-Interval Misinterpretation

Bollinger Confidence-Interval Misinterpretation is the incorrect claim that two-standard-deviation bands automatically form a 95-percent price confidence interval.

Also known asBollinger 95 percent fallacy

Definitions

In plain terms

Rolling security prices are not made normally distributed, independent, or inferentially valid by drawing standard-deviation bands.

Technical

The creator's guidance warns against statistical assumptions because the price distribution is non-normal and typical windows are small.

Scope

Any probabilistic coverage or forecast claim requires a separately specified model and empirical validation.

Examples

  • A reviewer traces Bollinger Confidence-Interval Misinterpretation from aligned inputs through its first-ready row and edge cases before accepting a displayed value.

Common misconceptions

  • Any probabilistic coverage or forecast claim requires a separately specified model and empirical validation.

Concept relationships

Where this concept is used

Evidence and governance

  1. Bollinger Bands Rules John Bollinger · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: Interpretive rules do not prove forecasting power, trade profitability, or one universal parameter selection.

  2. Measures of Scale NIST/SEMATECH · official standard

    Supports: preferred label, short definition, technical definition

    Limits: The statistical reference does not define Bollinger Bands or validate financial forecasts from price dispersion.

Reviewed by
fintech-builder-batch-009
Last reviewed
2026-07-30
Next review
2027-07-30
Record status
published